-21.8%
DXCM vs TKO
+103.5%
-125.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.3% |
| 7D | -6.5% | +0.7% | -7.2% | -6.7% |
| 30D | -4.3% | +0.9% | -5.2% | -4.6% |
| 3M | +7.3% | -6.2% | +13.4% | +8.5% |
| 6M | +22.0% | -5.6% | +27.6% | +23.0% |
| YTD | +26.4% | -7.8% | +34.2% | +27.9% |
| 1Y | +7.0% | -1.2% | +8.2% | +6.4% |
| All | -21.8% | +103.5% | -125.3% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TKO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling